+264.6%
ASTS vs URA
+276.5%
-11.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -3.4% |
| 7D | -15.8% | -10.5% | -5.3% | -9.1% |
| 30D | -39.0% | -18.6% | -20.4% | -29.4% |
| 3M | -49.3% | -23.0% | -26.3% | -38.9% |
| 6M | -47.9% | -40.3% | -7.7% | -24.4% |
| YTD | -51.0% | -23.5% | -27.5% | -37.1% |
| 1Y | -49.2% | -31.1% | -18.0% | -29.8% |
| 3Y | +760.4% | +38.3% | +722.0% | +734.2% |
| 5Y | +185.6% | +34.6% | +151.0% | +165.1% |
| All | +264.6% | +276.5% | -11.9% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling